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US Market Closed: May 25, 03:40 AM 2012  
 
 
  NYSE  7,552  



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Collecting data for AICPQ and MLG ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 AICI CAP TR 9% PFD  and   MetLife Inc.
Check Correlation Matrix  
Daily Returns (%)
MLG  AICPQ  
Timeline
Assuming 30 trading days horizon, AICI CAP TR 9% PFD is expected to under-perform the MetLife. In addition to that, AICI is 14.42 times more volatile than MetLife Inc.. It trades about -0.21 of its total potential returns per unit of risk. MetLife Inc. is currently generating about 0.1 per unit of volatility. If you would invest 2,560 in MetLife Inc. on April 25, 2012 and sell it today you would earn a total of 64.00 from holding MetLife Inc. or generate 2.5% return on investment over 30 days.

Diversification

Good diversification
Overlapping area represents amount of risk that can be diversified away by holding AICI CAP TR 9% PFD and MetLife Inc. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

-0.12
 Parameters
Time Period1 Month [change]
DirectionNegative AICPQ.PK Moved Down vs MLG
StrengthInsignificant
Accuracy95.65%
ValuesDaily Returns
    
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Share Share Correlation between AICPQ and MLG
    
    
 
       
Predicted Return Density
Expected Daily Returns   
MLG  AICPQ  

AICI CAP TR 9% PFD

 
    
    
AICI
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days AICI CAP TR 9% PFD has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Federal National Mortgage Association vs. AICI CAP TR 9% PFD
KDDI CORP vs. AICI CAP TR 9% PFD
SK Innovation vs. AICI CAP TR 9% PFD
A.P. M vs. AICI CAP TR 9% PFD
Citigroup Inc. vs. AICI CAP TR 9% PFD
AngloGold Ashanti Ltd. vs. AICI CAP TR 9% PFD
  

MetLife Inc.

 
    
    
MetLife
Performance
4
Out Of
100
Over 30
Days
96% of all equities and portfolios perform better than MetLife Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in MetLife Inc. are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days.
    
    
Federal National Mortgage Association vs. MetLife Inc.
KDDI CORP vs. MetLife Inc.
SK Innovation vs. MetLife Inc.
A.P. M vs. MetLife Inc.
Citigroup Inc. vs. MetLife Inc.
AngloGold Ashanti Ltd. vs. MetLife Inc.
       


 

 
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